I use a CyberQ Wifi on an XL. For those not familiar with the setup, a fan blows ambient air into a short cylinder attached to the bottom vent of the egg. When it's very cold outside (below zero F), and the egg is hot, I can occasionally see intermittent dripping coming down from the fan/vent area. On this particular day I saw this frozen greasy "thimble-looking" thing on the ground after a long overnight cook. I think that the exact position of it under the vent is too much of a coincidence for it to have slid out of the fan connection when I removed the fan, although it looks like the approximate width of the fan tube. It was standing upright where it was, so I don't know what to think about where it came from.
The last photo is a closeup inside the kitchen as it starts to melt. It was a greasy, frozen unidentified mass.